Arbeitspapier
A practical asymptotic variance estimator for two-step semiparametric estimators
The goal of this paper is to develop techniques to simplify semiparametric inference. We do this by deriving a number of numerical equivalence results. These illustrate that in many cases, one can obtain estimates of semiparametric variances using standard formulas derived in the already-well-known parametric literature. This means that for computational purposes, an empirical researcher can ignore the semiparametric nature of the problem and do all calculations as if it were a parametric situation. We hope that this simplicity will promote the use of semiparametric procedures.
- Sprache
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Englisch
- Erschienen in
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Series: cemmap working paper ; No. CWP22/11
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
- Thema
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Nichtparametrisches Verfahren
- Ereignis
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Geistige Schöpfung
- (wer)
-
Ackerberg, Daniel
Chen, Xiaohong
Hahn, Jinyong
- Ereignis
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Veröffentlichung
- (wer)
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Centre for Microdata Methods and Practice (cemmap)
- (wo)
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London
- (wann)
-
2010
- DOI
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doi:10.1920/wp.cem.2011.2211
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Ackerberg, Daniel
- Chen, Xiaohong
- Hahn, Jinyong
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2010